This repository contains my attempt to answer if weekly Mean Volume and weekly Past Net Price affect weekly Current Net Price Microsoft stock (from 2015/04/01 to 2021/03/31). My initial hypothesis is Past volume is positively associated with Current Net Price while Past Net Price is negatively associated with Current Net Price.
A complete code reprort attempt is available at ./code/report.Rmd.
The raw dataset used for the analysis is available at ./data/Microsoft_Stock.csv. It was downloaded from Kaggle.
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microsoftdata has 1511 observations of 6 variables. These variables include Date, Open, High, Low, Close, and Volume.
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weekly_microsoft_data is the dataset we will use to analyze. The original dataset provides daily data, which gives non-stationary results. We convert into weekly data for stationary. This dataset has 314 observations of 4 variables. These variables include Week (week), Date (date), Net Price (net_price), and Mean Volume (mean_volume).
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Past trading volume is not significantly associated with current net price.
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Past net price is significantly negatively associated with current net price.
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Current net price can be predicted using the past 5 weeks net price.